+142.0%
FAST vs AFRM
-16.8%
+158.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.0% | -3.3% | +1.3% |
| 7D | +3.4% | +3.1% | +0.3% | +3.2% |
| 30D | +5.5% | +1.1% | +4.4% | +5.3% |
| 3M | +7.6% | -3.2% | +10.8% | +7.5% |
| 6M | +19.8% | +12.7% | +7.1% | +17.8% |
| YTD | +35.5% | +1.6% | +33.9% | +33.7% |
| 1Y | +31.6% | +5.9% | +25.8% | +29.2% |
| 3Y | +91.0% | +237.0% | -146.0% | +61.8% |
| 5Y | +105.1% | -55.1% | +160.2% | +74.1% |
| All | +142.0% | -16.8% | +158.8% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling